用stata建立command去比较pooled ols, FE和 RE estimator

猫咪祧

4128

收藏 2017-05-01

悬赏 5 个论坛币未解决

stimator comparison

在stata中，我们会用以下command 去做estimator的对比

Estimator comparison

* Compare various estimators (with cluster-robust se.s)

. global xlist exp exp2 wks ed

. quietly regress lwage $xlist, vce(cluster id)

. estimates store OLS

. quietly xtgee lwage exp exp2 wks ed, corr(ar 2)

vce(robust)

. estimates store PFGLS

. quietly xtreg lwage $xlist, be

. estimates store BE

. quietly xtreg lwage $xlist, re vce(robust)

. estimates store RE

. quietly xtreg lwage $xlist, fe vce(robust)

. estimates store FE

. estimates table OLS PFGLS BE RE FE, b(%9.4f) se stats(N)

但是在这段command中的最后一行，b(%9.4f) se stats(N) 是什么意思？？？求指点和帮助！谢谢！o

A. Colin Cameron Univ. of California - Davis (Based on A. Colin Cameron and Praveconometrics using Stat

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

全部回复

夏目贵志

2017-5-1 05:41:45

help estimates table里有。就是几个控制表格显示格式的选项。

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

猫咪祧

2017-5-2 03:30:05

夏目贵志发表于 2017-5-1 05:41
help estimates table里有。就是几个控制表格显示格式的选项。

可不可以具体说一下：b(%9.4f) se stats(N) 里面的%9.4f是什么意思？？？

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

蓝色

2017-5-2 07:21:45

猫咪祧发表于 2017-5-2 03:30
可不可以具体说一下：b(%9.4f) se stats(N) 里面的%9.4f是什么意思？？？

看帮助或manual里面的解释

Title

[R] estimates table -- Compare estimation results

Syntax

      estimates table [namelist] [, options]

where namelist is a name, a list of names, _all, or *.
      A name may be ., meaning the current (active) estimates.
      _all and * mean the same thing.

options                Description
----------------------------------------------------------------------------------------------------------
Main
   stats(scalarlist)    report scalarlist in table
   star[(#1 #2 #3)]    use stars to denote significance levels

Options
   keep(coeflist)       report coefficients in order specified
   drop(coeflist)       omit specified coefficients from table
   equations(matchlist) match equations of models as specified

Numerical formats
   b[(%fmt)]             how to format coefficients, which are always reported
   se[(%fmt)]          report standard errors and use optional format
   t[(%fmt)]             report t or z and use optional format
   p[(%fmt)]             report p-values and use optional format
   stfmt(%fmt)          how to format scalar statistics

General format
   varwidth(#)          use # characters to display variable names and statistics
   modelwidth(#)       use # characters to display model names

   eform                display coefficients in exponentiated form
   varlabel             display variable labels rather than variable names
   newpanel             display statistics in separate table from coefficients

   style(oneline)       put vertical line after variable names; the default
   style(columns)       put vertical line separating every column
   style(noline)       suppress all vertical lines

   coded                display compact table

Reporting
   display_options       control row spacing, line width, and display of omitted variables and base and
                           empty cells

   title(string)       title for table
----------------------------------------------------------------------------------------------------------

扫码加我拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

扫码加我 拉你入群

分享

扫码加好友，拉您进群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群

扫码加我拉你入群